JPMorgan Chase Sustainable Bond Annual Report As of February 28, 2022, the net proceeds of the Notes have been entirely allocated – in alignment with the criteria in our Framework for Eligible Green Projects – to nine renewable energy investments in wind, solar and geothermal projects across the U.S. These projects are collectively expected to produce approximately 7,000 gigawatt- hours of electricity annually, enough to supply approximately 650,000 homes with clean electricity each year. USE OF PROCEEDS AND EXPECTED IMPACT METRICS ,40 39 Key issuance metrics Issuer JPMorgan Chase & Co. Notes Fixed-to-Floating Rate Notes due 2025 Sustainable Type Green Bond Tranche Senior Settlement Date August 10, 2021 Principal Amount $1,250,000,000 Net Proceeds $1,246,875,000 Tenor 4 years CUSIP 46647PCM6 ISIN US46647PCM68 From time to time, JPMorgan Chase & Co. may issue green, social or sustainability bonds (collectively, “Sustainable Bonds”), which are issuances governed by our Sustainable Bond Framework (July 2020) (the “Framework”). We will allocate an amount equal to the net proceeds of any Sustainable Bond issuance to Eligible Green Projects or Eligible Social Projects (each as described in our Framework), or to a combination of Eligible Green Projects and Eligible Social Projects, as applicable. Through the end of 2021, JPMorgan Chase had issued three Sustainable Bonds under our Framework. We reported on the use of proceeds and expected impact metrics of our inaugural $1 billion green bond and inaugural $1 billion social bond issuances in our Green Bond Report (September 2021) and Social Bond Report (February 2022), respectively. Set forth below is our reporting on our third issuance: a green bond of $1.25 billion Fixed-to-Floating Rate Notes due 2025 (the “Notes”). Going forward, we intend to report on all Sustainable Bond issuances on an annual basis, within our annual ESG Report. Total Impact of Projects JPMorgan Chase’s Share of Impact 41 Project Type Number of Projects Funded Amount Allocated to Notes ($mm) 42 JPMorg an Chase’s Funded Share of Projects’ Total Valuation 43 Capacity (MW) 44 Annual Expected Generation / Output (GWh) 45 Annual Estimated Tons of CO 2 e Avoided 46 Capacity (MW) Annual Expected Generation / Output (GWh) Annual Estimated Tons of CO 2 e Avoided Wind 4 856 44% 1,552 5,922 4,409,384 672 2,538 1,844,434 Residential Solar 3 243 21% 245 285 218,263 51 60 46,111 Utility Solar 1 95 37% 200 387 234,605 74 143 8 7,01 3 Geothermal 1 59 24% 48 367 269,097 12 90 65,667 Total 9 $1,253 NM 2,045 6,960 5,131,349 809 2,832 2,043,225 39 Note: Numbers may not sum due to rounding. Residential Solar Projects represent programs of thousands of individual rooftop solar system installations. A Wind Project may represent a portfolio of one or more wind farms. 40 The expected impact metrics are presented in accordance with the recommendations set forth in the International Capital Market Association’s Handbook – Harmonized Framework for Impact Reporting (June 2021). All impact metrics presented in the Impact Metric Table are based on available actual data or estimated data. 41 Calculated based on JPMorgan Chase’s funded share of projects’ total estimated valuation. 42 Represents the funded amounts of Eligible Green Projects to which proceeds from the issuance of the Notes were allocated. Only amounts funded within the 24-month look back period under our Framework have been included. The total funded amount allocated with respect to the Eligible Green Projects referenced in the table ($1,253,158,287.45) reflects amounts actually disbursed by JPMorgan Chase, and such total funded amount exceeds the amount of net proceeds from the issuance of the Notes ($1,246,875,000). The management assertion on page 74 of this report is given with respect to the amount of net proceeds from the issuance of the Notes. 43 Represents JPMorgan Chase’s share of the project, based on the funded amounts of the Eligible Green Project allocated as a percentage of the project’s overall estimated valuation. 44 Based on nameplate capacity or capacity data in megawatts ("MW") provided by the program sponsor for residential solar systems. 45 Annual expected generation in gigawatt hours ("GWh") is based on project capacity and project specific capacity factors based on our internal estimates that take into account independent technical consultant assessments. 46 Annual estimated tons of CO 2 e avoided is based on annual expected generation and U.S. Environmental Protection Agency (EPA) 2020 Avoided Emissions Factors by region; if a project spans multiple regions, a national average was used for the applicable generation type. Measured in short tons. 73 INTRODUCTION ENVIRONMENTAL SOCIAL GOVERNANCE ESG REPORT APPENDICES List of Acronyms Resources Global Reporting Initiative Index Sustainability Accounting Standards Board Index JPMorgan Chase Sustainable Bond Annual Report